Report NEP-ECM-2024-11-25

This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-ECM

The following items were announced in this report:

• Grigory Franguridi & Lidia Kosenkova, 2024. "Closed-form estimation and inference for panels with attrition and refreshment samples," Papers 2410.11263, arXiv.org.
• Leonard Goff & D'esir'e K'edagni & Huan Wu, 2024. "Testing Identifying Assumptions in Parametric Separable Models: A Conditional Moment Inequality Approach," Papers 2410.12098, arXiv.org.
• Christopher D. Walker, 2024. "Semiparametric Bayesian Inference for a Conditional Moment Equality Model," Papers 2410.16017, arXiv.org.
• Jamil, Haziq & Moustaki, Irini & Skinner, Chris J., 2024. "Pairwise likelihood estimation and limited-information goodness-of-fit test statistics for binary factor analysis models under complex survey sampling," LSE Research Online Documents on Economics 125419, London School of Economics and Political Science, LSE Library.
• Guo Yan, 2024. "A Kernelization-Based Approach to Nonparametric Binary Choice Models," Papers 2410.15734, arXiv.org.
• Sung Jae Jun & Sokbae Lee, 2024. "Learning the Effect of Persuasion via Difference-In-Differences," Papers 2410.14871, arXiv.org, revised Dec 2024.
• Sylvia Klosin, 2024. "Dynamic Biases of Static Panel Data Estimators," Papers 2410.16112, arXiv.org.
• Bian, Zeyu & Shi, Chengchun & Qi, Zhengling & Wang, Lan, 2024. "Off-policy evaluation in doubly inhomogeneous environments," LSE Research Online Documents on Economics 124630, London School of Economics and Political Science, LSE Library.
• Eyo I. Herstad & Myungkou Shin, 2024. "Identification of a Rank-dependent Peer Effect Model," Papers 2410.14317, arXiv.org.
• Apoorva Lal & Alexander Fischer & Matthew Wardrop, 2024. "Large Scale Longitudinal Experiments: Estimation and Inference," Papers 2410.09952, arXiv.org.
• Andrew Fleck & Edward Furman & Yang Shen, 2024. "Stochastic Loss Reserving: Dependence and Estimation," Papers 2410.14985, arXiv.org.
• Hongqi Chen & Ji Hyung Lee, 2024. "Predictive Quantile Regression with High-Dimensional Predictors: The Variable Screening Approach," Papers 2410.15097, arXiv.org.
• Sylvia Kaufmann & Markus Pape, 2024. "A geometric approach to factor model identification," Working Papers 24.06, Swiss National Bank, Study Center Gerzensee.
• Yong Li & Zhou Wu & Jun Yu & Tao Zeng, 2024. "A Note on AIC and TIC for Model Selection," Working Papers 202420, University of Macau, Faculty of Business Administration.
• Christopher Walters, 2024. "Empirical Bayes Methods in Labor Economics," RF Berlin - CReAM Discussion Paper Series 2422, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
• Luca Vincenzo Ballestra & Enzo D'Innocenzo & Christian Tezza, 2024. "A GARCH model with two volatility components and two driving factors," Papers 2410.14585, arXiv.org.